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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue January 10, 2006
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan06 060110 585.00 586.00 575.00 578.25 -5.75 4,069 3,373 -1,286
Mar06 060110 595.50 596.50 585.00 589.00 -5.00 55,193 173,448 +3,812
May06 060110 604.50 605.50 595.00 599.00 -4.00 7,281 36,291 +1,175
Jul06 060110 614.00 614.00 604.00 608.25 -4.25 5,328 44,007 +714
Aug06 060110 617.00 617.00 607.50 610.75 -3.25 368 3,486 +0
Sep06 060110 613.50 613.50 609.00 610.50 -2.50 99 1,535 +47
Nov06 060110 621.50 622.00 612.75 617.00 -2.50 4,412 34,140 +1,195
Total Volume and Open Interest 76,981 299,239 +5,605
Soybean Meal(CBOT)
Jan06 060110 183.00 183.00 180.60 181.10 -2.20 1,749 3,326 -222
Mar06 060110 184.20 184.50 182.00 182.40 -2.20 19,327 56,031 -3,210
May06 060110 186.30 186.50 184.00 184.70 -1.80 2,079 23,202 +528
Jul06 060110 188.30 188.50 186.70 186.90 -1.60 1,729 22,454 +210
Aug06 060110 189.50 189.70 188.00 188.30 -1.20 278 6,447 +176
Sep06 060110 190.00 190.50 188.80 189.10 -0.90 791 5,381 -99
Oct06 060110 190.00 190.80 188.50 188.80 -1.70 253 3,381 +3
Dec06 060110 191.50 192.20 190.00 190.70 -0.90 584 7,710 -18
Total Volume and Open Interest 26,790 128,081 -2,632
Soybean Oil(CBOT)
Jan06 060110 22.25 22.25 21.78 22.08 -0.12 4,256 2,680 -927
Mar06 060110 22.59 22.62 22.10 22.43 -0.16 22,740 91,999 +2,128
May06 060110 22.97 22.97 22.45 22.78 -0.19 2,614 26,746 -90
Jul06 060110 23.31 23.31 22.82 23.13 -0.18 775 25,902 -54
Aug06 060110 23.40 23.40 23.00 23.23 -0.17 94 3,996 -6
Sep06 060110 23.55 23.55 23.20 23.34 -0.16 2 3,082 +2
Oct06 060110 23.40 23.50 23.35 23.50 -0.15 95 1,880 +1
Dec06 060110 23.90 23.90 23.45 23.75 -0.15 741 13,019 -5
Total Volume and Open Interest 31,361 169,495 +1,071
Canola(WCE)
Jan06 060110 234.2 234.3 234.2 234.3 +1.3 3 287 -1
Mar06 060110 239.9 240.8 238.7 239.8 +0.8 6,042 58,787 +4,879
May06 060110 247.5 248.6 246.3 248.1 +1.4 943 11,308 +61
Jul06 060110 256.0 256.0 254.2 255.8 +0.5 712 3,900 +115
Sep06 050908 298.4 298.4 298.4 298.4 -2.7      
Total Volume and Open Interest 4,325 63,425 -1,198
Corn(CBOT)
Mar06 060110 212.00 213.50 210.00 213.25 +2.25 75,231 457,032 +243
May06 060110 222.00 223.00 219.75 222.50 +2.00 15,510 115,840 +7,544
Jul06 060110 230.25 230.75 227.75 230.50 +1.50 6,144 105,246 +1,013
Sep06 060110 236.75 238.00 235.75 237.50 +1.75 670 22,291 -6
Dec06 060110 246.75 248.00 245.00 247.75 +2.00 6,655 108,193 +414
Mar07 060110 252.75 254.25 252.00 254.00 +1.25 337 7,925 +29
Total Volume and Open Interest 105,085 834,615 +9,554
Wheat(CBOT)
Mar06 060110 328.00 329.50 324.75 329.25 +2.75 33,558 211,060 +399
May06 060110 339.00 340.00 335.25 339.50 +2.50 2,684 19,633 +629
Jul06 060110 348.25 349.00 344.50 348.25 +2.00 9,631 43,540 +127
Sep06 060110 355.50 357.50 353.00 357.25 +2.25 300 4,266 +138
Dec06 060110 368.00 369.50 365.00 369.00 +3.00 2,141 29,001 +108
Total Volume and Open Interest 48,541 309,355 +1,362
Wheat(KCBT)
Mar06 060110 372.00 373.75 369.50 372.00 +1.50 11,587 67,571 -2,911
May06 060110 371.00 373.00 368.75 372.50 +3.25 1,952 14,220 +601
Jul06 060110 370.50 371.00 367.50 370.00 +2.00 4,620 35,098 -835
Sep06 060110 376.00 376.00 372.50 374.25 +1.75 293 5,133 +147
Dec06 060110 383.50 385.25 382.00 384.50 +2.00 625 6,165 +73
Total Volume and Open Interest 19,143 128,290 -2,884
Wheat(MGE)
Mar06 060110 381.50 384.00 378.50 382.75 +2.25 3,474 21,929 -563
May06 060110 381.50 382.75 378.50 382.50 +3.25 481 6,391 +63
Jul06 060110 379.50 382.50 377.50 382.25 +3.25 1,618 9,353 -203
Sep06 060110 380.50 381.00 377.00 381.00 +1.50 106 3,977 -19
Dec06 060110 386.00 388.00 383.50 387.50 +1.50 593 1,685 -208
Total Volume and Open Interest 6,275 43,365 -929
Oats(CBOT)
Mar06 060110 186.75 187.50 185.50 186.00 +0.75 882 8,245 -27
May06 060110 180.75 182.00 180.50 181.75 +2.00 83 501 +27
Jul06 060110 174.00 175.00 174.00 175.00 +2.50 30 367 +2
Sep06 060110 169.00 169.00 169.00 169.00 unch 0 20 +0
Total Volume and Open Interest 1,047 9,749 +27
Rough Rice(CBOT)
Jan06 060110 8.26 8.26 8.26 8.26 +0.14 2 30 -6
Mar06 060110 8.37 8.50 8.32 8.47 +0.13 680 7,576 -178
May06 060110 8.57 8.69 8.56 8.67 +0.11 96 1,161 +20
Jul06 060110 8.79 8.90 8.75 8.89 +0.10 84 251 +44
Total Volume and Open Interest 876 9,560 -114
Live Cattle(CME)
Feb06 060110 96.550 96.900 96.400 96.550 +0.075 19,851 107,334 -6,627
Apr06 060110 95.350 95.550 95.200 95.475 +0.100 18,683 52,430 +4,748
Jun06 060110 87.600 88.000 87.600 87.950 +0.225 3,638 25,128 +1,401
Aug06 060110 86.200 86.550 86.200 86.425 +0.050 1,077 12,684 +237
Oct06 060110 89.075 89.200 88.900 89.150 -0.025 257 6,004 +19
Dec06 060110 90.000 90.100 89.950 89.975 -0.025 173 4,222 +64
Total Volume and Open Interest 43,753 208,036 -112
Feeder Cattle(CME)
Jan06 060110 114.300 114.450 113.850 113.900 -0.625 1,090 7,667 -354
Mar06 060110 114.000 114.300 113.550 113.625 -0.625 1,225 16,297 +294
Apr06 060110 114.200 114.350 113.950 114.000 -0.450 326 4,972 +85
May06 060110 114.000 114.175 113.850 113.850 -0.350 483 2,876 +100
Aug06 060110 114.500 114.750 114.500 114.525 -0.225 350 2,486 +82
Sep06 060110 113.900 113.900 113.650 113.750 unch 5 215 +3
Oct06 060110 112.900 113.000 112.700 112.850 unch 57 78 +18
Total Volume and Open Interest 3,539 34,674 +230
Lean Hogs(CME)
Feb06 060110 63.700 64.150 62.675 62.675 -2.000 13,477 60,988 -5,034
Apr06 060110 68.250 68.400 66.800 66.800 -2.000 16,616 38,774 +4,136
May06 060110 70.000 70.000 68.600 68.875 -1.450 146 4,094 +12
Jun06 060110 72.400 72.650 71.200 71.700 -1.200 2,396 16,741 +1,174
Jul06 060110 69.750 69.950 68.450 68.725 -1.375 1,151 5,873 +550
Aug06 060110 66.700 66.750 65.500 65.900 -1.100 230 2,572 +82
Oct06 060110 57.125 57.125 55.400 55.675 -1.700 220 1,517 +179
Dec06 060110 54.800 54.800 53.600 53.650 -1.300 74 767 +57
Total Volume and Open Interest 34,311 131,349 +1,157
Pork Bellies(CME)
Feb06 060110 87.700 87.700 85.350 85.475 -2.775 136 1,232 -9
Mar06 060110 88.250 88.250 85.050 85.050 -2.750 23 390 +13
May06 060110 89.300 89.300 86.650 86.650 -2.650 10 274 -5
Jul06 060110 89.500 89.500 89.500 89.500 -1.500 1 140 +0
Aug06 060110 87.000 87.000 87.000 87.000 -2.000 0 11 +0
Total Volume and Open Interest 170 2,047 -1
Class III Milk(CME)
Jan06 060110 13.35 13.37 13.32 13.37 unch 5 2,508 +1
Feb06 060110 13.12 13.15 13.05 13.05 -0.03 57 2,655 +19
Mar06 060110 13.12 13.13 13.02 13.10 unch 52 2,269 +20
Apr06 060110 12.97 13.03 12.90 12.90 -0.05 73 2,146 +23
May06 060110 12.95 12.99 12.87 12.87 -0.03 49 1,898 -9
Total Volume and Open Interest 424 22,506 +144
Cocoa(NYBOT)
Mar06 060110 1519 1528 1506 1519 +14 7,597 57,312 -736
May06 060110 1538 1546 1528 1540 +13 1,166 18,815 +300
Jul06 060110 1549 1561 1549 1560 +13 920 13,483 -218
Sep06 060110 1579 1581 1570 1581 +14 211 13,202 +70
Dec06 060110 1610 1610 1610 1610 +14 52 10,991 +24
Mar07 060110 1633 1633 1633 1633 +16 100 11,541 +66
May07 060110 1653 1653 1653 1653 +14 0 2,362 +0
Total Volume and Open Interest 10,146 131,723 -401
Coffee "C"(NYBOT)
Mar06 060110 119.00 121.60 117.60 119.10 -1.05 16,392 65,828 +1,764
May06 060110 121.30 123.50 119.85 121.40 -1.05 2,902 15,443 +730
Jul06 060110 123.40 125.00 122.00 123.35 -0.95 486 5,157 +385
Sep06 060110 125.00 127.00 123.90 125.20 -0.80 284 2,221 -67
Dec06 060110 127.00 129.50 126.00 127.80 -0.70 89 2,108 +18
Mar07 060110 130.00 132.00 128.30 130.40 -0.55 101 1,097 +72
Total Volume and Open Interest 20,272 92,524 +2,916
Orange Juice(NYBOT)
Jan06 060110 129.00 132.50 128.20 130.15 -3.25 425 482 -337
Mar06 060110 127.00 127.10 125.65 126.65 -0.75 2,533 22,280 +189
May06 060110 127.30 127.30 125.80 127.00 -0.90 320 4,915 +15
Jul06 060110 127.10 127.50 127.10 127.50 -0.80 143 1,199 +40
Sep06 060110 127.75 127.75 127.75 127.75 unch 126 899 +20
Total Volume and Open Interest 4,025 31,640 +340
Sugar #11(NYBOT)
Mar06 060110 14.75 14.75 14.58 14.66 +0.06 26,003 269,602 -1,600
May06 060110 14.77 14.82 14.68 14.74 +0.08 10,405 93,022 +169
Jul06 060110 14.32 14.35 14.23 14.26 +0.07 5,672 63,528 +87
Oct06 060110 14.22 14.25 14.10 14.15 +0.07 3,070 45,716 +955
Mar07 060110 14.22 14.24 14.03 14.10 +0.06 1,172 39,206 +467
Total Volume and Open Interest 48,000 536,076 +751
Sugar #14(NYBOT)
Jan06 051208 22.00 22.02 22.00 22.02 -0.03 344 932 -304
Mar06 060110 22.95 22.95 22.95 22.95 -0.40 813 2,586 -441
May06 060110 23.00 23.00 23.00 23.00 -0.23 115 3,435 -79
Jul06 060110 23.00 23.00 23.00 23.00 -0.30 2 3,704 +2
Sep06 060110 23.00 23.00 23.00 23.00 -0.20 7 1,969 +7
Total Volume and Open Interest 937 13,801 -586
London Cocoa(LCE)
Mar06 060110 896 904 892 899 +5 4,141 68,774 +579
May06 060110 906 914 903 911 +5 1,587 27,943 +512
Jul06 060110 920 927 920 922 +5 1,274 34,932 +738
Sep06 060110 929 939 929 934 +4 163 17,610 +55
Dec06 060110 940 949 940 944 +4 254 19,316 +109
Mar07 060110 953 956 953 955 +4 157 7,094 +86
May07 060110 965 965 965 965 +4 34 457 +5
Total Volume and Open Interest 7,610 176,195 +2,084
London Coffee(LCE)
Jan06 060110 1225.00 1233.00 1215.00 1224.00 -6.00 104 1,192 +7
Mar06 060110 1240.00 1243.00 1225.00 1239.00 -8.00 8,908 81,163 -195
May06 060110 1252.00 1257.00 1240.00 1255.00 -7.00 2,271 21,910 +897
Jul06 060110 1264.00 1267.00 1264.00 1267.00 -7.00 93 6,419 +34
Sep06 060110 1281.00 1281.00 1273.00 1281.00 -6.00 2 3,778 -1
Nov06 060110 1295.00 1295.00 1293.00 1294.00 -6.00 0 282 +0
Total Volume and Open Interest 11,378 114,919 +742
London Sugar(LCE)
Mar06 060110 351.20 358.00 351.00 356.20 +5.20 3,847 38,331 -421
May06 060110 361.50 369.00 361.30 367.00 +5.50 1,157 11,359 +331
Aug06 060110 376.60 385.00 376.40 383.50 +7.00 214 8,165 -40
Oct06 060110 377.60 385.50 376.00 384.50 +5.00 12 7,160 +5
Dec06 060110 379.50 385.50 379.50 385.00 +5.50 2 2,648 +2
Total Volume and Open Interest 5,233 71,687 -123
Cotton(NYBOT)
Mar06 060110 55.30 55.64 55.25 55.59 -0.11 13,457 83,643 +196
May06 060110 56.36 56.76 56.25 56.75 -0.01 2,391 18,650 +765
Jul06 060110 57.35 57.75 57.30 57.73 +0.08 633 5,308 +108
Oct06 060110 58.10 58.10 58.10 58.10 +0.17 33 99 +14
Dec06 060110 58.50 58.80 58.50 58.74 +0.23 300 3,646 +19
Mar07 060110 60.50 60.50 60.50 60.50 +0.30 0 28 +0
Total Volume and Open Interest 16,835 111,489 +1,115
Lumber(CME)
Jan06 060110 359.1 374.8 358.7 364.2 +2.2 163 374 -107
Mar06 060110 378.5 391.8 375.7 382.0 +0.2 425 4,580 +72
May06 060110 373.0 382.8 370.5 377.0 +3.4 107 911 +17
Jul06 060110 361.6 373.8 361.6 373.3 +8.8 34 205 +9
Total Volume and Open Interest 755 6,167 +9
Crude Oil(NYM)
Feb06 060110 63.85 64.10 63.20 63.37 -0.13 115,558 186,668 -13,876
Mar06 060110 64.70 64.90 64.00 64.10 -0.25 91,289 180,026 +18,738
Apr06 060110 65.35 65.50 64.65 64.70 -0.21 27,276 61,429 +1,002
May06 060110 65.75 65.75 65.11 65.11 -0.15 10,269 35,448 +1,308
Jun06 060110 65.90 66.05 65.40 65.43 -0.09 13,529 56,394 -1,474
Jul06 060110 65.90 65.90 65.67 65.67 -0.03 3,448 15,091 -923
Aug06 060110 66.25 66.25 65.86 65.86 unch 1,118 12,687 -428
Sep06 060110 66.60 66.60 66.01 66.01 +0.03 2,940 24,605 -892
Oct06 060110 66.14 66.14 66.14 66.14 +0.06 511 8,251 -284
Nov06 060110 66.60 66.60 66.24 66.24 +0.09 926 13,857 +395
Dec06 060110 66.50 66.65 66.25 66.31 +0.11 8,549 60,407 +326
Jan07 060110 66.35 66.35 66.35 66.35 +0.13 138 14,510 -15
Feb07 060110 66.39 66.39 66.39 66.39 +0.15 52 4,574 +22
Mar07 060110 66.75 66.90 66.41 66.41 +0.17 75 7,974 +25
Apr07 060110 66.85 66.85 66.42 66.42 +0.19 100 5,091 +0
May07 060110 66.75 66.75 66.41 66.41 +0.20 0 2,905 +0
Total Volume and Open Interest 282,811 892,344 +4,417
Heating Oil(NYM)
Feb06 060110 177.00 177.25 173.50 173.79 -2.98 34,288 63,538 -3,365
Mar06 060110 179.50 180.00 176.75 177.08 -2.81 17,196 49,266 +3,930
Apr06 060110 180.00 180.75 177.75 178.08 -2.66 4,736 15,418 +603
May06 060110 180.50 181.00 178.33 178.33 -2.11 2,005 9,327 +220
Jun06 060110 180.00 180.00 178.00 178.63 -1.61 1,865 9,715 +635
Jul06 060110 181.25 182.00 179.63 179.63 -1.51 319 5,882 +8
Aug06 060110 183.90 184.40 181.28 181.28 -1.41 150 3,336 -39
Sep06 060110 186.20 186.55 183.48 183.48 -1.36 6 2,367 +3
Oct06 060110 186.13 186.13 186.13 186.13 -1.31 146 1,077 +94
Nov06 060110 191.60 191.60 188.63 188.63 -1.26 1 1,308 +0
Dec06 060110 191.13 191.13 191.13 191.13 -1.21 510 5,825 +51
Jan07 060110 192.88 192.88 192.88 192.88 -1.21 616 1,984 -95
Total Volume and Open Interest 62,695 172,419 +2,603
Unleaded Gas(NYM)
Feb06 060110 177.00 177.50 173.00 173.71 -3.06 31,351 58,888 -2,367
Mar06 060110 181.50 182.00 177.50 177.88 -3.19 19,707 36,577 +5,203
Apr06 060110 189.50 190.00 186.80 187.03 -1.74 3,552 19,635 +123
May06 060110 191.20 191.20 188.50 188.73 -1.44 1,682 13,151 -9
Jun06 060110 191.50 191.50 189.00 189.65 -1.24 662 7,989 +67
Jul06 060110 191.10 191.10 189.70 189.70 -1.14 135 3,808 +58
Aug06 060110 189.00 189.05 189.00 189.05 -0.99 76 2,697 +20
Sep06 060110 188.00 188.00 187.35 187.35 -0.89 163 3,588 -122
Oct06 060110 181.00 181.00 179.30 179.30 -0.74 0 1,088 +2
Nov06 060110 177.15 177.15 177.15 177.15 -0.59 0 579 +0
Dec06 060110 178.00 178.00 176.20 176.20 -0.54 2 364 +0
Jan07 060110 176.90 176.90 176.90 176.90 -0.49 0 186 +0
Total Volume and Open Interest 57,330 148,550 +2,975
Natural Gas(NYM)
Feb06 060110 9.340 9.550 9.280 9.336 -0.024 30,560 70,571 -2,605
Mar06 060110 9.470 9.670 9.410 9.476 -0.014 18,795 76,039 +1,261
Apr06 060110 9.250 9.450 9.240 9.336 +0.046 10,458 32,898 -889
May06 060110 9.270 9.430 9.270 9.371 +0.066 5,843 30,003 -411
Jun06 060110 9.330 9.480 9.330 9.426 +0.066 2,077 16,815 +132
Jul06 060110 9.395 9.515 9.395 9.491 +0.066 671 20,012 +141
Aug06 060110 9.480 9.610 9.480 9.546 +0.066 2,587 20,241 +219
Sep06 060110 9.510 9.610 9.510 9.566 +0.066 751 14,974 -265
Oct06 060110 9.560 9.650 9.560 9.626 +0.066 4,157 29,519 -447
Nov06 060110 10.290 10.310 10.240 10.256 +0.061 680 11,147 +7
Dec06 060110 10.810 10.910 10.810 10.856 +0.051 2,097 15,548 -102
Jan07 060110 11.250 11.350 11.250 11.286 +0.041 2,126 14,692 +80
Feb07 060110 11.290 11.380 11.290 11.296 +0.031 876 6,335 +498
Mar07 060110 11.120 11.170 11.090 11.126 +0.041 3,835 16,507 +1,138
Apr07 060110 9.300 9.340 9.281 9.281 +0.036 1,976 13,816 +569
May07 060110 9.080 9.120 9.080 9.081 +0.041 115 12,544 -3
Total Volume and Open Interest 91,300 547,427 +51
Brent Crude Oil(ICE)
Feb06 060110 61.81 62.61 61.53 61.92 -0.09 55,430 40,600 -8,959
Mar06 060110 62.13 63.00 61.96 62.30 -0.02 55,427 122,417 -6,367
Apr06 060110 62.55 63.67 62.55 62.86 -0.07 30,538 44,922 +2,335
May06 060110 63.18 64.25 63.18 63.32 -0.10 10,181 18,219 -813
Jun06 060110 63.72 64.54 63.59 63.69 -0.08 8,264 21,657 +312
Jul06 060110 64.22 64.71 63.85 63.99 -0.06 2,567 12,294 -158
Aug06 060110 64.34 64.87 64.09 64.21 -0.02 1,271 4,075 -204
Sep06 060110 64.97 65.02 64.37 64.37 +0.01 421 18,773 -958
Oct06 060110 64.49 64.49 64.49 64.49 +0.01 280 5,219 -500
Nov06 060110 64.76 65.15 64.45 64.57 +0.01 17 4,280 -650
Dec06 060110 64.58 65.44 64.37 64.63 -0.01 2,275 26,140 -1,635
Jan07 060110 64.68 64.68 64.68 64.68 -0.01 191 3,195 -100
Feb07 060110 64.70 64.70 64.70 64.70 unch 0 2,055 +0
Mar07 060110 64.71 64.71 64.71 64.71 unch 0 3,785 +0
Total Volume and Open Interest 167,284 371,471 -18,192
Gas Oil(ICE)
Jan06 060110 524.75 532.00 520.75 522.25 -7.00 23,158 21,531 -4,277
Feb06 060110 533.25 541.50 530.00 531.25 -5.50 32,739 70,081 -942
Mar06 060110 541.00 549.00 538.25 539.25 -4.75 15,078 33,547 +3,547
Apr06 060110 546.25 554.00 545.25 546.00 -3.75 2,589 17,189 +769
May06 060110 554.25 559.50 551.50 552.25 -2.50 465 5,959 -4
Jun06 060110 561.00 563.75 557.75 558.25 -2.00 824 23,913 -30
Jul06 060110 564.75 569.25 563.75 564.25 -1.00 1,054 6,703 +921
Aug06 060110 569.50 569.50 569.50 569.50 unch 20 1,312 +18
Sep06 060110 574.25 574.25 574.25 574.25 +0.75 0 1,537 +0
Oct06 060110 580.00 583.50 578.00 578.75 +1.25 120 2,087 +50
Total Volume and Open Interest 77,016 218,507 +317
US Dollar Index(NYBOT)
Mar06 060110 89.10 89.32 88.90 89.07 +0.07 2,710 22,931 -877
Jun06 060110 88.95 88.95 88.74 88.74 +0.07 25 2,041 +9
Sep06 060110 88.47 88.47 88.47 88.47 +0.07 0 3 +0
Total Volume and Open Interest 2,735 24,977 -868
Australian Dollar(CME)
Mar06 060110 75.07 75.07 74.70 74.83 -0.48 5,059 53,430 -624
Jun06 060110 74.66 74.66 74.66 74.66 -0.48 0 292 +0
Sep06 060110 74.51 74.51 74.51 74.51 -0.48 0 9 +0
Total Volume and Open Interest 5,059 53,859 -621
British Pound(CME)
Mar06 060110 176.67 176.70 176.30 176.56 +0.06 2,730 78,087 +1,844
Jun06 060110 176.71 176.71 176.71 176.71 +0.06 1 272 +13
Sep06 060110 177.05 177.05 176.91 176.91 +0.06 0 15 +0
Total Volume and Open Interest 2,731 78,377 +1,857
Canadian Dollar(CME)
Mar06 060110 85.76 86.21 85.70 86.11 +0.30 6,033 97,079 -2,947
Jun06 060110 85.95 86.40 85.95 86.33 +0.30 8 1,894 +69
Sep06 060110 86.48 86.52 86.48 86.52 +0.30 82 361 +60
Dec06 060110 86.70 86.71 86.70 86.71 +0.30 0 120 +5
Total Volume and Open Interest 6,123 99,554 -2,813
Japanese Yen(CME)
Mar06 060110 88.04 88.25 87.86 88.04 -0.03 23,241 144,725 +2,670
Jun06 060110 89.15 89.15 89.12 89.12 -0.03 0 20,727 +57
Sep06 060110 90.12 90.12 90.12 90.12 -0.03 0 34 +0
Total Volume and Open Interest 23,241 165,510 +2,727
Swiss Franc(CME)
Mar06 060110 78.67 78.73 78.42 78.64 -0.24 5,949 76,711 +1,016
Jun06 060110 79.34 79.34 79.34 79.34 -0.23 3 123 +3
Sep06 060110 79.98 79.98 79.98 79.98 -0.23 0 25 +0
Total Volume and Open Interest 5,952 76,905 +1,019
EuroFX(CME)
Mar06 060110 121.09 121.27 120.83 121.16 -0.15 3,275 122,198 +2,517
Jun06 060110 121.82 121.82 121.82 121.82 -0.15 2 2,993 -23
Sep06 060110 122.41 122.41 122.41 122.41 -0.14 0 1,189 +1
Total Volume and Open Interest 3,278 126,507 +2,497
Mexican Peso(CME)
Mar06 060110 9362.0 9390.0 9340.0 9360.0 -32.0 4,411 69,711 -2,250
Jun06 060110 9275.0 9275.0 9275.0 9275.0 -32.0 0 516 +0
Total Volume and Open Interest 4,549 95,570 -2,326
30-Year T-Bonds(CBOT)
Mar06 060110 114~07 114~10 113~13 113~17 -0~19 198,457 591,282 -6,231
Jun06 060110 113~30 113~31 113~11 113~13 -0~20 49 3,165 +19
Sep06 060110 113~13 113~13 113~13 113~13 -0~20 1 68 +1
Total Volume and Open Interest 198,508 594,521 -6,210
10-Year T-Notes(CBOT)
Mar06 060110 109~205 109~215 109~060 109~075 -0~115 480,384 1,538,165 -3,266
Jun06 060110 109~120 109~135 109~040 109~045 -0~120 801 18,252 -331
Total Volume and Open Interest 481,185 1,556,462 -3,597
5-Year T-Notes(CBOT)
Mar06 060110 106~145 106~150 106~090 106~095 -0~060 271,848 0 +0
Jun06 060110 106~135 106~135 106~090 106~090 -0~060 165 0 -5,568
Sep06 060110 106~110 106~110 106~110 106~110 -0~060      
Total Volume and Open Interest 272,013 1 -5,568
2 Year T-Notes(CBOT)
Mar06 060110 102~088 102~088 102~080 102~080 -0~009 1,824 419,750 -5,441
Total Volume and Open Interest 1,824 419,750 -5,441
Eurodollars(CME)
Mar06 060110 95.260 95.260 95.235 95.240 -0.025 17,069 1,305,504 +11,927
Jun06 060110 95.205 95.205 95.170 95.175 -0.040 26,371 1,331,346 +1,824
Sep06 060110 95.245 95.255 95.180 95.185 -0.055 372,440 1,164,936 -25,034
Dec06 060110 95.290 95.290 95.235 95.240 -0.060 10,217 1,122,083 +959
Mar07 060110 95.340 95.340 95.285 95.290 -0.060 11,021 872,221 +4,288
Jun07 060110 95.345 95.350 95.300 95.305 -0.055 11,605 706,112 -1,512
Sep07 060110 95.345 95.350 95.300 95.305 -0.055 8,164 426,564 +1,353
Dec07 060110 95.330 95.340 95.290 95.290 -0.055 8,961 326,171 +3,091
Mar08 060110 95.325 95.335 95.285 95.285 -0.060 5,971 268,165 +875
Jun08 060110 95.305 95.315 95.265 95.265 -0.060 4,272 279,186 +506
Sep08 060110 95.290 95.290 95.235 95.240 -0.060 4,160 221,515 +527
Dec08 060110 95.240 95.245 95.195 95.200 -0.060 4,231 168,703 +513
Mar09 060110 95.225 95.225 95.180 95.180 -0.065 1,315 124,552 +323
Jun09 060110 95.195 95.200 95.155 95.155 -0.065 1,289 107,301 -442
Sep09 060110 95.170 95.175 95.130 95.130 -0.065 1,446 96,049 -456
Dec09 060110 95.135 95.135 95.090 95.095 -0.065 2,363 81,343 +1,005
Mar10 060110 95.100 95.100 95.075 95.080 -0.065 4,281 61,436 +788
Jun10 060110 95.080 95.080 95.060 95.060 -0.065 1,701 63,770 -60
Total Volume and Open Interest 154,071 8,919,167 +23,748
3-Mth Euro-Yen(CME)
Mar06 060110 99.88 99.88 99.87 99.87 unch 0 6,012 -44
Jun06 060110 99.79 99.80 99.79 99.79 unch 0 9,306 +0
Sep06 060110 99.70 99.70 99.70 99.70 unch 0 5,808 -10
Dec06 060110 99.60 99.60 99.60 99.60 unch 129 6,444 +6
Mar07 060110 99.49 99.49 99.49 99.49 +0.01 0 534 -23
Jun07 060110 99.40 99.40 99.39 99.39 +0.01 0 3,371 +62
Sep07 060110 99.29 99.29 99.29 99.29 +0.01 0 1,708 +0
Dec07 060110 99.19 99.19 99.19 99.19 +0.01 0 80 +0
Mar08 060110 99.09 99.09 99.09 99.09 +0.01 0 51 +0
Jun08 060110 98.99 98.99 98.99 98.99 +0.02 0 252 +0
Total Volume and Open Interest 129 33,566 -9
3-Mth Euro-Yen(SIMEX)
Mar06 060110 99.88 99.88 99.87 99.87 unch 181 67,069 -9
Jun06 060110 99.80 99.80 99.79 99.80 unch 56 60,741 -448
Sep06 060110 99.70 99.71 99.70 99.71 +0.01 355 37,017 +299
Dec06 060110 99.60 99.61 99.60 99.61 +0.01 707 56,944 -263
Mar07 060110 99.49 99.50 99.49 99.50 +0.01 20 31,327 -258
Jun07 060110 99.38 99.40 99.38 99.40 +0.02 409 18,565 +195
Sep07 060110 99.28 99.30 99.28 99.30 +0.02 0 3,706 +0
Dec07 060110 99.20 99.20 99.20 99.20 +0.02 0 12,637 +0
Total Volume and Open Interest 1,728 305,343 -484
German Euro-Bund(EUREX)
Mar06 060110 122.42 122.44 122.05 122.08 -0.27 819,763 1,379,575 +76,166
Jun06 060110 121.46 121.50 121.25 121.26 -0.28 722 1,631 +287
Sep06 060110 121.76 121.76 121.76 121.76 -0.27 861 2 +1
Total Volume and Open Interest 821,346 1,381,208 +76,454
German Euro-Bobl(EUREX)
Mar06 051219 112.95 113.08 112.85 112.96 -0.12 558,597 846,690 +165,225
Jun06 060110 112.24 112.24 112.24 112.24 -0.22 346 339 +328
Sep06 060110 112.55 112.55 112.55 112.55 -0.22      
Total Volume and Open Interest 453,470 969,336 +39,116
Long Gilt(LIFFE)
Mar06 060110 114~13 114~17 114~04 114~05 -0~10 39,369 235,823 +1,503
Jun06 060110 113~28 113~28 113~28 113~28 -0~10      
Total Volume and Open Interest 39,369 235,823 +1,503
3-Mth Short Sterling(LIFFE)
Mar06 060110 95.43 95.43 95.43 95.43 unch 68,483 357,885 -12,122
Jun06 060110 95.46 95.46 95.46 95.46 unch 68,430 363,293 -3,484
Sep06 060110 95.44 95.44 95.44 95.44 -0.01 52,627 291,088 -5,238
Total Volume and Open Interest 276,393 1,717,889 -11,487
3-Mth Euribor(LIFFE)
Mar06 060110 97.340 97.345 97.310 97.320 -0.015 101,936 643,168 -4,921
Jun06 060110 97.190 97.200 97.150 97.160 -0.035 149,625 559,785 -1,600
Sep06 060110 97.080 97.100 97.040 97.045 -0.045 159,454 451,303 +8,538
Total Volume and Open Interest 676,362 3,015,589 +23,008
3-Mth Aus T-Bills(SFE)
Mar06 060110 94.36 94.37 94.35 94.36 -0.01 8,844 156,171 +3,129
Jun06 060110 94.39 94.40 94.38 94.40 unch 27,510 178,529 +13,391
Sep06 060110 94.43 94.44 94.42 94.44 unch 3,829 60,233 +1,420
Dec06 060110 94.45 94.45 94.44 94.45 unch 2,363 42,886 +1,095
Mar07 060110 94.45 94.45 94.44 94.45 unch 420 23,876 +344
Jun07 060110 94.43 94.44 94.43 94.44 +0.01 335 34,970 -602
Sep07 060110 94.41 94.42 94.41 94.42 +0.01 350 15,792 +722
Dec07 060110 94.40 94.41 94.40 94.41 +0.01 225 6,307 +0
Mar08 060110 94.39 94.39 94.39 94.39 unch 250 3,880 +204
Jun08 060110 94.38 94.38 94.38 94.38 unch 25 1,569 +25
Total Volume and Open Interest 44,151 525,707 +19,728
10-Year Aus T-Bonds(SFE)
Mar06 060110 94.81 94.81 94.79 94.79 -0.01 14,083 313,669 +3,087
Jun06 060110 94.79 94.79 94.79 94.79 -0.01      
Total Volume and Open Interest 14,083 313,669 +3,087
3-Year Aus T-Bonds(SFE)
Mar06 060110 94.86 94.86 94.84 94.85 -0.01 67,161 431,804 +35,103
Jun06 060110 94.85 94.85 94.85 94.85 -0.01      
Total Volume and Open Interest 67,161 431,804 +35,103
Gold(CMX)
Feb06 060110 545.0 548.0 540.7 545.7 -4.8 88,713 240,104 +1,283
Apr06 060110 548.0 552.8 545.7 550.4 -4.9 7,060 23,095 +1,603
Jun06 060110 553.0 557.5 550.0 555.1 -4.8 1,529 22,881 +429
Aug06 060110 560.0 566.4 556.4 559.8 -4.7 2,201 4,768 +1,553
Oct06 060110 560.0 564.5 560.0 564.5 -4.8 610 6,571 +609
Dec06 060110 569.0 571.5 565.0 569.2 -4.8 538 12,931 +81
Feb07 060110 569.5 574.0 569.5 574.0 -4.8 720 6,736 -15
Apr07 060110 578.6 578.6 578.6 578.6 -4.8 0 1,332 +0
Jun07 060110 585.0 585.0 583.3 583.3 -4.8 50 7,842 +37
Aug07 060110 587.9 587.9 587.9 587.9 -4.8 5 216 -5
Oct07 060110 592.5 592.5 592.5 592.5 -4.8 0 2 +0
Dec07 060110 596.2 597.2 596.2 597.2 -4.8 264 8,575 +98
Total Volume and Open Interest 101,842 342,190 +5,727
Silver(CMX)
Mar06 060110 907.0 913.0 891.5 901.5 -26.8 21,222 96,558 -1,306
May06 060110 912.0 921.0 898.0 908.8 -26.7 495 3,675 +55
Jul06 060110 920.0 926.0 905.0 915.8 -26.8 255 10,135 -24
Sep06 060110 921.7 921.7 921.7 921.7 -26.9 50 4,447 +50
Dec06 060110 937.0 941.0 922.0 929.8 -26.5 55 11,651 -1
Mar07 060110 936.2 936.2 936.2 936.2 -26.5 0 242 +0
May07 060110 940.2 940.2 940.2 940.2 -26.5 0 4 +0
Total Volume and Open Interest 22,100 131,791 -1,187
Platinum(NYM)
Jan06 060110 1010.0 1016.0 1010.0 1012.2 -0.1 5 86 -1
Apr06 060110 1021.0 1024.5 1011.5 1018.5 +0.2 1,326 9,869 +469
Jul06 060110 1025.0 1025.0 1024.5 1024.5 +0.2 0 7 +0
Total Volume and Open Interest 1,331 9,962 +468
Palladium(NYME)
Mar06 060110 280.00 280.00 273.50 276.00 -4.60 1,126 12,816 -669
Jun06 060110 283.75 283.75 279.75 279.75 -4.60 44 324 +13
Sep06 060110 281.75 281.75 281.75 281.75 -4.60 0 29 +0
Total Volume and Open Interest 1,171 13,201 -656
Copper(CMX)
Mar06 060110 211.10 211.70 209.10 210.70 +1.00 9,713 75,535 -1,403
May06 060110 206.50 206.60 204.70 205.80 +1.10 2,525 9,260 +906
Jul06 060110 200.80 200.80 200.80 200.80 +1.30 101 4,773 +31
Sep06 060110 194.00 195.80 194.00 195.80 +1.40 6 2,473 +1
Dec06 060110 189.80 189.80 189.30 189.30 +1.40 5 1,810 +1
Total Volume and Open Interest 12,847 103,144 -713
Aluminum(CMX)
Jan06 060110 107.40 107.40 107.40 107.40 +0.90 10 105 -5
Feb06 060110 108.00 108.00 108.00 108.00 +0.90 5 723 +5
Mar06 060110 107.90 107.90 107.90 107.90 +0.70 0 75 +0
Apr06 060110 107.00 107.00 107.00 107.00 +0.40 0 50 +0
May06 060110 107.00 107.00 107.00 107.00 +1.00 0 50 +0
Jun06 060110 107.00 107.00 107.00 107.00 +1.90 0 50 +0
Total Volume and Open Interest 45 1,128 +30
DJIA Index(CBOT)
Mar06 060110 11005 11060 10990 11052 +7 5,415 39,746 +1,564
Jun06 060110 11110 11122 11110 11122 +7 2 20 +0
Sep06 060110 11188 11188 11188 11188 +7 0 1 +0
Dec06 060110 11223 11223 11223 11223 +7 0 6 +0
Total Volume and Open Interest 5,417 39,773 +1,564
S & P 500(CME)
Mar06 060110 1290.50 1296.50 1289.70 1296.10 +1.20 28,054 635,914 -57
Jun06 060110 1300.80 1306.00 1300.80 1306.00 +1.20 191 7,140 +123
Sep06 060110 1315.70 1315.70 1315.70 1315.70 +1.20 9 5,385 +0
Dec06 060110 1325.40 1325.40 1325.40 1325.40 +1.20 0 357 +0
Total Volume and Open Interest 28,258 648,873 +66
S & P 500 E-Mini(Globex)
Mar06 060110 1294.25 1296.75 1289.25 1296.00 +1.00 774,670 1,134,212 +15,196
Jun06 060110 1302.00 1306.00 1297.25 1306.00 +1.25 308 2,296 +257
Total Volume and Open Interest 774,978 1,136,508 +15,453
NASDAQ 100(CME)
Mar06 060110 1746.50 1760.50 1743.00 1760.00 +5.50 7,469 60,010 -430
Jun06 060110 1778.50 1778.50 1778.50 1778.50 +5.50 0 23 +0
Sep06 060110 1797.00 1797.00 1797.00 1797.00 +5.50      
Total Volume and Open Interest 7,469 60,033 -430
NASDAQ 100 E-Mini(Globex)
Mar06 060110 1753.50 1760.50 1743.00 1760.00 +5.50 287,308 350,338 +4,593
Jun06 060110 1770.00 1778.50 1766.50 1778.50 +5.50 86 163 +23
Total Volume and Open Interest 287,394 350,501 +4,616
S & P Midcap 400(CME)
Mar06 060110 768.50 776.50 768.50 776.20 +4.30 243 12,117 -106
Jun06 060110 782.70 782.70 782.70 782.70 +4.30 0 7 +0
Sep06 060110 131.34 131.34 131.34 131.34 +4.30      
Total Volume and Open Interest 243 12,124 -106
Russell 2000(CME)
Mar06 060110 705.00 714.60 704.75 714.40 +6.30 709 28,591 -126
Jun06 060110 719.75 719.75 719.75 719.75 +6.30 0 4 +0
Sep06 060110 724.00 724.00 724.00 724.00 +6.30 0 5 +0
Total Volume and Open Interest 709 28,600 -126
Russell 2000 E-Mini(Globex)
Mar06 060110 708.10 714.70 704.60 714.40 +6.30 109,750 280,126 +2,359
Jun06 060110 715.30 720.30 715.30 719.80 +6.30 12 165 +8
Total Volume and Open Interest 109,762 280,291 +2,367
Value Line(KCBT)
Mar06 060110 2002.50 2020.00 1999.50 2020.00 +11.00 56 176 -7
Total Volume and Open Interest 57 177 -6
Nikkei 225(CME)
Mar06 060110 16490 16515 16130 16150 -280 49,854 213,097 +4,738
Jun06 060110 16420 16420 16055 16055 -305 0 3 +0
Total Volume and Open Interest      
Nikkei 225(SIMEX)
Mar06 060110 16490 16515 16130 16150 -280 49,854 213,097 +4,738
Jun06 060110 16420 16420 16055 16055 -305 0 3 +0
Sep06 060110 16055 16055 16055 16055 -300 0 3 +0
Total Volume and Open Interest 49,859 213,458 +4,735
CAC 40(MATIF)
Jan06 060110 4871.5 4877.5 4841.0 4865.5 -17.5 45,190 395,763 -4,191
Feb06 060110 4874.0 4883.0 4853.0 4874.5 -17.0 171 1,667 -55
Mar06 060110 4885.0 4890.0 4860.0 4883.5 -17.0 914 65,798 +100
Total Volume and Open Interest 46,275 463,399 -4,146
Hang Seng Index(HKFE)
Jan06 060110 15650 15720 15556 15586 -28 43,081 100,174 -595
Feb06 060110 15694 15762 15605 15635 -28 1,018 1,199 +290
Mar06 060110 15624 15704 15568 15580 -25 226 1,873 +41
Total Volume and Open Interest 44,452 103,520 -257
DAX Index(EUREX)
Mar06 060110 5548.5 5550.0 5509.0 5522.0 -46.0 89,916 198,138 -6,377
Jun06 060110 5584.5 5584.5 5547.5 5559.5 -46.0 1,969 9,918 +499
Sep06 060110 5623.0 5623.0 5587.0 5599.5 -46.0 85 907 -20
Total Volume and Open Interest 91,970 208,963 -5,898
FT-SE 100(LIFFE)
Mar06 060110 5727.00 5727.00 5685.00 5685.50 -40.00 55,747 420,661 -4,148
Jun06 060110 5735.50 5735.50 5697.00 5697.00 -40.00 112 14,555 +10
Sep06 060110 5711.00 5711.00 5711.00 5711.00 -40.50 1 752 +0
Total Volume and Open Interest 55,860 436,468 -4,138
SPI 200(SFE)
Mar06 060110 4825.0 4832.0 4791.0 4806.0 -17.0 7,535 171,418 -2,251
Jun06 060110 4846.0 4852.0 4828.0 4833.0 -17.0 39 4,827 +5
Sep06 060110 4834.0 4834.0 4834.0 4834.0 -18.0 1 2,065 +1
Total Volume and Open Interest 7,773 180,032 -2,139
GSCI(CME)
Jan06 060110 433.60 434.30 430.25 430.85 -1.65 3,829 15,501 -3,275
Feb06 060110 439.10 439.10 435.80 436.00 -1.60 3,715 3,971 +3,606
Mar06 060110 439.50 439.50 439.50 439.50 -1.00 0 1 +0
Total Volume and Open Interest 7,544 19,473 +331
Reuters CRB Index(NYBOT)
Feb06 060110 351.00 351.00 350.50 350.50 -1.50 1 70 +0
Apr06 060110 353.50 353.50 352.25 352.50 -0.50 21 497 +7
Jun06 060110 354.75 354.75 354.75 354.75 -1.00 3 305 +1
Total Volume and Open Interest 77 1,078 -5
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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